TSS
Two Sigma Securities Portfolio holdings
AUM
$811M
1-Year Return
10.93%
This Quarter Return
+0.15%
1 Year Return
+10.93%
3 Year Return
+24.06%
5 Year Return
+27.08%
10 Year Return
+60.49%
AUM
$1.14B
AUM Growth
-$58.6M
(-4.9%)
Cap. Flow
-$84.6M
Cap. Flow
% of AUM
-7.4%
Top 10 Holdings %
Top 10 Hldgs %
21.43%
Holding
1,738
New
418
Increased
276
Reduced
325
Closed
515
Top Buys
| 1 |
iShares Russell 2000 ETF
IWM
|
+$53.7M |
| 2 |
SPDR S&P 500 ETF Trust
SPY
|
+$28.9M |
| 3 |
JPMorgan Chase
JPM
|
+$14.7M |
| 4 |
iShares Short Treasury Bond ETF
SHV
|
+$13.9M |
| 5 |
Comcast
CMCSA
|
+$10.4M |
Top Sells
| 1 |
iShares Core S&P 500 ETF
IVV
|
+$18.5M |
| 2 |
SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$17.7M |
| 3 |
Vanguard Total Stock Market ETF
VTI
|
+$15.8M |
| 4 |
Microsoft
MSFT
|
+$14.5M |
| 5 |
Industrial Select Sector SPDR Fund
XLI
|
+$11.5M |
Sector Composition
| 1 | Financials | 12.65% |
| 2 | Technology | 9.84% |
| 3 | Consumer Discretionary | 8.68% |
| 4 | Healthcare | 8.5% |
| 5 | Consumer Staples | 7.19% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
651
Microchip Technology
MCHP
$35B
| $267K | ﹤0.01% |
5,862
-4,644
| -44% | -$212K |
|
652
Teva Pharmaceuticals
TEVA
$22.7B
| $267K | ﹤0.01% |
10,959
-53,590
| -83% | -$1.31M |
|
653
Cognex
CGNX
$7.52B
| $265K | ﹤0.01% |
+5,948
| New | +$265K |
|
654
Open Text
OTEX
$9B
| $265K | ﹤0.01% |
+7,518
| New | +$265K |
|
655
Ulta Beauty
ULTA
$23.3B
| $265K | ﹤0.01% |
1,133
-1,125
| -50% | -$263K |
|
|
HDS
656
DELISTED
HD Supply Holdings, Inc.
HDS
| $265K | ﹤0.01% |
+6,167
| New | +$265K |
|
|
CA
657
DELISTED
CA, Inc.
CA
| $265K | ﹤0.01% |
+7,435
| New | +$265K |
|
658
Biogen
BIIB
$21.5B
| $264K | ﹤0.01% |
911
-2,891
| -76% | -$838K |
|
659
Broadridge
BR
$29.8B
| $264K | ﹤0.01% |
2,297
-805
| -26% | -$92.5K |
|
660
VanEck Pharmaceutical ETF
PPH
$634M
| $264K | ﹤0.01% |
+4,483
| New | +$264K |
|
661
Sysco
SYY
$38.8B
| $264K | ﹤0.01% |
+3,869
| New | +$264K |
|
|
DHC
662
Diversified Healthcare Trust
DHC
$1.07B
| $263K | ﹤0.01% |
+14,516
| New | +$263K |
|
663
Northwest Natural Holdings
NWN
$1.72B
| $263K | ﹤0.01% |
+4,117
| New | +$263K |
|
664
FirstCash
FCFS
$6.53B
| $262K | ﹤0.01% |
2,916
+82
| +3% | +$7.37K |
|
665
First Trust Dorsey Wright International Focus 5 ETF
IFV
$174M
| $262K | ﹤0.01% |
+12,566
| New | +$262K |
|
666
SPDR S&P Insurance ETF
KIE
$825M
| $262K | ﹤0.01% |
8,776
-1,480
| -14% | -$44.2K |
|
667
Masco
MAS
$15.7B
| $262K | ﹤0.01% |
+6,989
| New | +$262K |
|
668
Kohl's
KSS
$1.8B
| $261K | ﹤0.01% |
3,587
-2,683
| -43% | -$195K |
|
669
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$278M
| $260K | ﹤0.01% |
+7,231
| New | +$260K |
|
670
Oshkosh
OSK
$8.88B
| $259K | ﹤0.01% |
+3,687
| New | +$259K |
|
671
Reliance Steel & Aluminium
RS
$15.5B
| $259K | ﹤0.01% |
2,954
+531
| +22% | +$46.6K |
|
|
ISBC
672
DELISTED
Investors Bancorp, Inc.
ISBC
| $259K | ﹤0.01% |
+20,220
| New | +$259K |
|
|
AIV
673
Aimco
AIV
$1.08B
| $257K | ﹤0.01% |
+45,589
| New | +$257K |
|
674
General Dynamics
GD
$88.2B
| $256K | ﹤0.01% |
1,375
-4,026
| -75% | -$750K |
|
675
Spire
SR
$4.51B
| $255K | ﹤0.01% |
3,609
+251
| +7% | +$17.7K |
|